Asset Management Quantitative Investment Strategies

Quantitative Investment Strategies

Quantitative Investment Strategies (QIS) is a specialized investment management boutique within Credit Suisse Asset Management.

QIS offers investors access to sources of return separate from equity and bond markets in order to help them improve portfolio diversification and reduce sensitivity to equity-market declines.

Select strategies include: 

The Credit Suisse Multialternative Strategy seeks to generate attractive risk-adjusted returns through an allocation process which combines discretionary insights with systematic investment tools. The strategy invests across a range of asset classes and alternative investment styles with the goal of limiting correlation to stocks and bonds and managing volatility and drawdown risk. Additionally, it seeks to maintain a high degree of liquidity and transparency, and its cost efficiency may increase its return potential relative to higher-cost alternative investment options.

The Credit Suisse Managed Futures Strategy systematically provides exposure to market trends across asset classes, geographies and time horizons. Uncorrelated to traditional markets, Managed Futures has the ability to generate profits during periods when growth-risk-exposed assets decline significantly. The profile of the strategy makes it potentially a good portfolio diversifier that can help reduce overall portfolio risk and improve performance, especially in stressed market scenarios. The strategy, which has a 5+ year track record, is used as an industry benchmark and consistently ranks as a top performer versus its peers.

Using only liquid securities, the Credit Suisse Liquid Alternative Beta Index seeks to replicate the return of the overall hedge fund industry, as represented by the Credit Suisse Hedge Fund Index.

The Credit Suisse Liquid Alternative Beta Index reflects the combined returns of the individual LAB strategy indices – Long/Short, Event Driven, Global Strategies, Merger Arbitrage, and Managed Futures – weighted according to their respective strategy weights in the Credit Suisse Hedge Fund Index.